Grid for web service Web Part cannot find any records

Hi, everybody!
Can anybody explain me how to use Grid for web service Web Part correctly?
I specify URL of the web service as http://ServerName/SomeFolderName/MyWebService.asmx, web service has public method DataSet GetDataSet(string parameter). Problem is that grid is not able to get data from this method so I receive message that "". Do we need to add some attributes or another customization to our method? Can you provide correct example, especially how can I input parameters correctly to field "Web service parameters:" in Web Part?
Thank You in advance,
Alena M.